James,I think we were with you on this.The truth is that saying meteorites stick to a magnet is generally correct but, there are exceptions to every rule. If you read Tony Irving's web site on Mars he is very clear that there are meteorites that we have yet to recognize. Included in the list are types that most classifiers would not even give a second look at. see web site linked here;

Tony mentions a number of rover discovered types of rocks on Mars including; Sedimentary rocks with hematite blueberries and lots of jarosite. Other igneous rocks like Adirondack which I think are andesites.Highly altered rocks like Mer sites on Mars and shergottites with hydrothermal alteration.None of these would be expected to stick to any magnet and the same thing goes for most if not all lunar meteorites. So, I never throw away anything without taking a very close look at it at home. And if you get serious about it you would not use a magnet at all. According to Tony the use of a magnet on any meteorite ruins the ability to even preform certain tests they like to do. Instead he recommends removal of a small piece of the meteorite for testing with a magnet so as not to contaminate the specimen. Obviously playing the numbers you will find more with a magnet but some can be found without a magnet. Fusion crust and morphology are important indicators of a space rock. I would highly recommend reading Tony's web site . Another must read is Randy Korotev's Lunar site. both are amazing.Carl--Carl or Debbie EsparzaMeteoritemax